VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 41,374
COMMITMENTS
3,780 6,867 1,637 29,892 29,091 35,309 37,595 6,065 3,779
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -3,681)
-131 2,678 -1,746 -757 -3,631 -2,634 -2,699 -1,047 -982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 16.6 4.0 72.2 70.3 85.3 90.9 14.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 6 6 10 6 23 15
Updated March 30, 2007